C&OR-sgomez-afernandez-Portfolio-NN* Corresponding author. Tel.: +34 977 55 8508; fax: +34 977 55 9710. E-mail address: sergio.gomez@urv.net (S. Gómez) Portfolio selection using neural networks Alberto Fernández, Sergio Gómez* Departament d’Enginyeria Informà tica i Matemà tiques, Universitat Rovira i Virgili, Campus Sescelades, Avinguda dels Països Catalans 26, E-43007 Tarragona, Spain Abstract In this paper we apply a heuristic me
http://arxiv.org/pdf/1605.07230
Deep Learning for Algorithm Portfolios
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